On parallelizing dual decomposition in stochastic integer programming
From MaRDI portal
Recommendations
- Dual decomposition in stochastic integer programming
- An asynchronous bundle-trust-region method for dual decomposition of stochastic mixed-integer programming
- Scalable parallel Benders decomposition for stochastic linear programming
- Computational assessment of distributed decomposition methods for stochastic linear programs
- Parallel decomposition of multistage stochastic programming problems
Cites work
- scientific article; zbMATH DE number 477581 (Why is no real title available?)
- scientific article; zbMATH DE number 2084780 (Why is no real title available?)
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- A Cholesky dual method for proximal piecewise linear programming
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A regularized decomposition method for minimizing a sum of polyhedral functions
- About Lagrangian methods in integer optimization
- Algorithms for stochastic mixed-integer programming models
- Approximations in proximal bundle methods and decomposition of convex programs
- Comparison of bundle and classical column generation
- Decomposition algorithms for stochastic programming on a computational grid
- Dual decomposition in stochastic integer programming
- Introduction to stochastic programming.
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- New variants of bundle methods
- Object-oriented software for quadratic programming
- On the Implementation of a Primal-Dual Interior Point Method
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- SCIP: solving constraint integer programs
- Solving two-stage stochastic programming problems with level decomposition
Cited in
(35)- An asynchronous bundle-trust-region method for dual decomposition of stochastic mixed-integer programming
- Algorithm for the N-2 Security-Constrained Unit Commitment Problem with Transmission Switching
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- A deep reinforcement learning framework for solving two-stage stochastic programs
- A sample robust optimal bidding model for a virtual power plant
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- A scalable bounding method for multistage stochastic programs
- Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs
- Supporting platelet inventory management decisions: what is the effect of extending platelets' shelf life?
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Dual decomposition in stochastic integer programming
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- Consensus-based Dantzig-Wolfe decomposition
- Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- Correction to: ``Parallel and distributed computing for stochastic dual dynamic programming
- Parallel and distributed computing for stochastic dual dynamic programming
- Asynchronous Lagrangian scenario decomposition
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- A massively parallel interior-point method for arrowhead linear programs with local linking structure
- Hyperrectangular partition schemes for two-stage stochastic linear mixed integer programming problems
- A scenario decomposition algorithm for 0-1 stochastic programs
- Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty
- Parallel computational optimization in operations research: a new integrative framework, literature review and research directions
- An embarrassingly parallel method for large-scale stochastic programs
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Regularized optimization methods for convex MINLP problems
- On the essence of parallel independence for the double-pushout and sesqui-pushout approaches
- Parallel decomposition of large-scale stochastic nonlinear programs
This page was built for publication: On parallelizing dual decomposition in stochastic integer programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2450615)
